SZLMY vs. ALIZY
SZLMY (Swiss Life Holding AG ADR) and ALIZY (Allianz SE ADR) are both stocks. Both operate in the Insurance - Diversified industry within the Financial Services sector. Over the past 5 years, SZLMY returned 21.49%/yr vs 15.64%/yr for ALIZY. At a 0.41 correlation, their price movements are largely independent.
Performance
SZLMY vs. ALIZY - Performance Comparison
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Returns By Period
In the year-to-date period, SZLMY achieves a -4.67% return, which is significantly lower than ALIZY's -2.04% return.
SZLMY
- 1D
- 1.07%
- 1M
- -5.57%
- YTD
- -4.67%
- 6M
- 2.21%
- 1Y
- 9.13%
- 3Y*
- 27.25%
- 5Y*
- 21.49%
- 10Y*
- —
ALIZY
- 1D
- 0.96%
- 1M
- 1.01%
- YTD
- -2.04%
- 6M
- 5.72%
- 1Y
- 12.06%
- 3Y*
- 30.13%
- 5Y*
- 15.64%
- 10Y*
- —
SZLMY vs. ALIZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SZLMY Swiss Life Holding AG ADR | -4.67% | 54.33% | 17.54% | 44.47% | -12.51% | 37.89% | -6.36% |
ALIZY Allianz SE ADR | -2.04% | 56.96% | 20.60% | 31.20% | -4.34% | 0.09% | 5.98% |
Correlation
The correlation between SZLMY and ALIZY is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2020 | 0.41 |
The correlation between SZLMY and ALIZY shifts across timeframes, from 0.41 (all time) to 0.53 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SZLMY:
$29.56B
ALIZY:
$164.76B
SZLMY:
$4.34
ALIZY:
$3.16
SZLMY:
12.21
ALIZY:
13.66
SZLMY:
8.26
ALIZY:
0.94
SZLMY:
0.73
ALIZY:
1.16
SZLMY:
4.18
ALIZY:
2.50
SZLMY:
$40.81B
ALIZY:
$141.95B
SZLMY:
$42.70B
ALIZY:
$116.91B
SZLMY:
$2.13B
ALIZY:
$1.56B
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Return for Risk
SZLMY vs. ALIZY — Risk / Return Rank
SZLMY
ALIZY
SZLMY vs. ALIZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Swiss Life Holding AG ADR (SZLMY) and Allianz SE ADR (ALIZY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SZLMY | ALIZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.12 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 0.89 | -0.21 |
| Martin ratioReturn relative to average drawdown | 1.70 | 2.31 | -0.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SZLMY | ALIZY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 0.61 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.71 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.55 | +0.06 |
Drawdowns
SZLMY vs. ALIZY - Drawdown Comparison
The maximum SZLMY drawdown since its inception was -50.48%, roughly equal to the maximum ALIZY drawdown of -49.10%. Use the drawdown chart below to compare losses from any high point for SZLMY and ALIZY.
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Drawdown Indicators
| SZLMY | ALIZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.48% | -49.10% | -1.38% |
Max Drawdown (1Y)Largest decline over 1 year | -13.36% | -13.55% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -13.36% | -13.55% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -35.97% | -38.35% | +2.38% |
Current DrawdownCurrent decline from peak | -9.05% | -4.88% | -4.17% |
Average DrawdownAverage peak-to-trough decline | -8.37% | -8.68% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.40% | 5.23% | +0.17% |
Volatility
SZLMY vs. ALIZY - Volatility Comparison
The current volatility for Swiss Life Holding AG ADR (SZLMY) is 6.14%, while Allianz SE ADR (ALIZY) has a volatility of 7.19%. This indicates that SZLMY experiences smaller price fluctuations and is considered to be less risky than ALIZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SZLMY | ALIZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | 7.19% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 17.88% | 15.27% | +2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.08% | 20.02% | +4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.60% | 22.18% | +10.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.94% | 27.69% | +9.25% |
Dividends
SZLMY vs. ALIZY - Dividend Comparison
SZLMY's dividend yield for the trailing twelve months is around 4.36%, less than ALIZY's 4.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ALIZY Allianz SE ADR | 4.54% | 3.71% | 4.91% | 4.70% | 5.43% | 4.87% | 2.95% | 0.00% | 0.00% |
SZLMY Swiss Life Holding AG ADR | 4.36% | 3.54% | 4.63% | 4.56% | 5.29% | 2.22% | 3.04% | 0.00% | 3.49% |
Financials
SZLMY vs. ALIZY - Financials Comparison
This section allows you to compare key financial metrics between Swiss Life Holding AG ADR and Allianz SE ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
SZLMY vs. ALIZY - Profitability Comparison
SZLMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Swiss Life Holding AG ADR reported a gross profit of 22.53B and revenue of 22.53B. Therefore, the gross margin over that period was 100.0%.
ALIZY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Allianz SE ADR reported a gross profit of 24.81B and revenue of 31.07B. Therefore, the gross margin over that period was 79.9%.
SZLMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Swiss Life Holding AG ADR reported an operating income of 0.00 and revenue of 22.53B, resulting in an operating margin of 0.0%.
ALIZY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Allianz SE ADR reported an operating income of 5.12B and revenue of 31.07B, resulting in an operating margin of 16.5%.
SZLMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Swiss Life Holding AG ADR reported a net income of 648.60M and revenue of 22.53B, resulting in a net margin of 2.9%.
ALIZY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Allianz SE ADR reported a net income of 3.69B and revenue of 31.07B, resulting in a net margin of 11.9%.
Frequently Asked Questions
SZLMY and ALIZY have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALIZY has higher volatility (7.19%) compared to SZLMY (6.14%). In terms of maximum drawdown, SZLMY dropped -50.48% vs ALIZY's -49.10%.
ALIZY currently has the higher Sharpe Ratio (0.61 vs 0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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